30 research outputs found
Testing Additive Separability of Error Term in Nonparametric Structural Models
No full textSingapore Ministry of Education for Academic Research Fun
Business output and business experience — Evidence from China's nongovernmental businesses
No full textWe study the application of the Solow growth model in China's non-governmental businesses and propose a reasonable modification for it. Our analysis indicates that business experience is closely tied to the output of China's non-governmental businesses. Our major findings include: (1) the business experience has little overall impact on the elasticity of output with respect to labour; (2) the business experience has a large impact on the elasticity of output with respect to capital and the elasticity increases as the business experience increases; (3) the adjusted Solow residual that reflects technological progress exhibits a negative relationship with the business experience, indicating that a newly established business tends to have higher technology content than others.
A simple test for multivariate conditional symmetry
No full textThis paper proposes a simple consistent nonparametric test of multivariate conditional symmetry based on the principle of characteristic functions. The test statistic is shown to be asymptotically normal under the null and consistent against any conditional asymmetric distributions. (c) 2006 Elsevier B.V. All rights reserved.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000243186500011&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701EconomicsSSCI6ARTICLE3374-3789
Forecasting the car penetration rate (CPR) in China: a nonparametric approach
No full textWith strong economic growth, the auto industry has made great breakthroughs in recent years and has become a backbone industry in China, while cars play an increasingly important role, and are now the principal part of the auto industry. Both China's government and academic circles take strong interest in the prediction of CPR (i.e. car penetration rate or cars per thousand people), which will be the main guidance for the future industry policy. We summarize the existing problems in recent research and propose to use nonparametric methods to estimate the CPR and its elasticity with respect to GDP per capita (GDPPC). The results indicate that the nonparametric methods provide a much better fit than the conventional OLS method, and more importantly, it captures the nonlinearity of the elasticity of CPR with respect to GDPPC. Finally, we predict future CPR in China.
Testing for Parameter Stability in Quantile Regression Models
No full textWe propose a test for structural change of conditional distribution in dynamic regression models. The test is constructed based on time series regression quantile estimates and complements conventional parameter instability tests in least-square type regression models. Asymptotic distribution for our test under the null hypothesis is derived. (c) 2008 Elsevier B.V. All rights reserved.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000260752200035&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701Statistics & ProbabilitySCI(E)18ARTICLE162768-27757
A consistent characteristic function-based test for conditional independence
No full textY is conditionally independent of Z given X if Pr{f(y vertical bar X, Z) =f(y vertical bar X)} = 1 for all y on its support, where f(center dot vertical bar center dot).) denotes the conditional density of Y given (X,Z) or X. This paper proposes a nonparametric test of conditional independence based on the notion that two conditional distributions are equal if and only if the corresponding conditional characteristic functions are equal. We extend the test of Su and White (2005. A Hellinger-metric nonparametric test for conditional independence. Discussion Paper, Department of Economics, UCSD) in two directions: (1) our test is less sensitive to the choice of bandwidth sequences; (2) our test has power against deviations on the full support of the density of (X, Y, Z). We establish asymptotic normality for our test statistic under weak data dependence conditions. Simulation results suggest that the test is well behaved in finite samples. Applications to stock market data indicate that our test can reveal some interesting nonlinear dependence that a traditional linear Granger causality test fails to detect. (c) 2006 Elsevier B.V. All rights reserved.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000250871900018&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701EconomicsMathematics, Interdisciplinary ApplicationsSocial Sciences, Mathematical MethodsSCI(E)EISSCI27ARTICLE2807-83414
More efficient estimation of nonparametric panel data models with random effects
No full textWe propose a class of two-step estimators for nonparametric panel data models with random effects that are more efficient than the conventional least squares estimators. We establish asymptotic normality for the proposed estimators and derive the most efficient estimator in the class. (C) 2007 Elsevier B.V. All rights reserved.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000248713600014&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701EconomicsSSCI8ARTICLE3375-3809
Aluminum doping of CuInSe2 synthesized by solution process and its effect on structure, morphology, and bandgap tuning
No full textAl-doped CuInSe2 material is prepared by a low-cost wet chemical process. The key properties of Al-doped CuInSe2 as a successful solar cell material are investigated, such as crystal structure, morphology, optical properties, and bandgap. In situ X-ray diffraction measurements indicate that the doping of Al has induced noticeable lattice distortion. The material shows excellent thermal stability up to 600 degrees C annealing temperature. By increasing the Al-doping concentration, the crystal unit-cell parameter of the material becomes smaller and the change of crystal structure leads to an increase of the grain size and surface roughness. The bandgap of Al-doped CuInSe2 can be continuously tuned in a range of 1.07-1.67eV as Al/(Al+In) content ratio varies from 0 to 0.49. Finally, the effect mechanism on the properties of CuInSe2 after Al doping is discussed based on the ionic radius, crystal structure, and bonding state.Materials Science, MultidisciplinaryPhysics, AppliedPhysics, Condensed MatterSCI(E)[email protected]; [email protected]
